Institution: Örebro Universitet
Primary Field: Macro (weighted toward more recent publications)
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 1.68 | 0.00 | 1.68 | 47% |
| Last 10 Years | 0.00 | 0.00 | 1.68 | 1.01 | 2.69 | 52% |
| All Time | 0.00 | 0.00 | 2.69 | 1.51 | 4.20 | 80% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2023 | Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions | Scandanavian Journal of Economics | B | 2 |
| 2023 | Vector autoregression models with skewness and heavy tails | Journal of Economic Dynamics and Control | B | 3 |
| 2020 | The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? | Economics Letters | C | 2 |
| 2020 | A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States | Economics Letters | C | 2 |
| 2000 | On the power and interpretation of panel unit root tests | Economics Letters | C | 2 |
| 1993 | Forecasting the Swedish unemployment rate VAR vs. transfer function modelling | International Journal of Forecasting | B | 2 |